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Any way to test Algo in research phase?

I aim to develop an algo for the contest and like to test (on research platform) if my algo meets the requirements to enter the contest. Anyone has some kind of script?

3 responses

Hi Shuang,
You can test it using a notebook once you have backtested it. Have a look here: https://www.quantopian.com/tutorials/contest#lesson11
To avoid long backtests, specially in the first phases of the development, you can use Alphalens https://www.quantopian.com/tutorials/alphalens

Thanks, Marc! I will give it a try

@Shuang: Running a "Full Backtest' in the IDE is also a good way to determine whether your algorithm is ready for the contest. Just run a backtest over the last two years and the checkmarks along the top of the Full Backtest page will tell you whether you meet each fo the criteria.

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